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Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs

Feinberg, Eugene A.; Huang, Jefferson - In: Operations research letters 46 (2018) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10011824851

Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel

Feinberg, Eugene A.; Katehakis, Michael N.; Spieksma, Floske - In: Probability methods in business and industry in honor …, (pp. 1-4). 2022

Persistent link: https://www.econbiz.de/10013465384

Handbook of Markov Decision Processes : Methods and Applications

Feinberg, Eugene A. - 2002

The theory of Markov Decision Processes - also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming - studies sequential optimization of discrete time stochastic systems. Fundamentally, this is a...

Persistent link: https://www.econbiz.de/10013519108

Partially observable total-cost markov decision processes with weakly continuous transition probabilities

Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, … - In: Mathematics of operations research 41 (2016) 2, pp. 656-681

Persistent link: https://www.econbiz.de/10011520517

On the convergence of optimal actions for Markov decision processes and the optimality of (s, S) inventory policies

Feinberg, Eugene A.; Lewis, Mark E. - In: Naval research logistics : an international journal 65 (2018) 8, pp. 619-637

Persistent link: https://www.econbiz.de/10011969348

An example showing that A-lower semi-continuity is essential for minimax continuity theorems

Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, … - In: Operations research letters 46 (2018) 4, pp. 385-388

Persistent link: https://www.econbiz.de/10011916154

Complexity bounds for approximately solving discounted MDPs by value iterations

Feinberg, Eugene A.; He, Gaojin - In: Operations research letters 48 (2020) 5, pp. 543-548

Persistent link: https://www.econbiz.de/10012303405

Sufficiency of Markov policies for continuous-time jump Markov decision processes

Feinberg, Eugene A.; Mandava, Manasa; Širjaev, Alʹbert N. - In: Mathematics of operations research 47 (2022) 2, pp. 1266-1286

Persistent link: https://www.econbiz.de/10013365293

Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors

Feinberg, Eugene A.; Liang, Yan - In: Probability methods in business and industry in honor …, (pp. 29-45). 2022

Persistent link: https://www.econbiz.de/10013475359

MDPs with setwise continuous transition probabilities

Feinberg, Eugene A.; Kasʹjanov, Pavlo O. - In: Operations research letters 49 (2021) 5, pp. 734-740

Persistent link: https://www.econbiz.de/10013207440